CME British Pound Future September 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.3166 |
1.3078 |
-0.0088 |
-0.7% |
1.2925 |
| High |
1.3192 |
1.3164 |
-0.0028 |
-0.2% |
1.3192 |
| Low |
1.3029 |
1.3040 |
0.0011 |
0.1% |
1.2872 |
| Close |
1.3085 |
1.3141 |
0.0056 |
0.4% |
1.3085 |
| Range |
0.0163 |
0.0124 |
-0.0039 |
-23.9% |
0.0320 |
| ATR |
0.0156 |
0.0153 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
87,580 |
65,407 |
-22,173 |
-25.3% |
435,417 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3487 |
1.3438 |
1.3209 |
|
| R3 |
1.3363 |
1.3314 |
1.3175 |
|
| R2 |
1.3239 |
1.3239 |
1.3164 |
|
| R1 |
1.3190 |
1.3190 |
1.3152 |
1.3215 |
| PP |
1.3115 |
1.3115 |
1.3115 |
1.3127 |
| S1 |
1.3066 |
1.3066 |
1.3130 |
1.3091 |
| S2 |
1.2991 |
1.2991 |
1.3118 |
|
| S3 |
1.2867 |
1.2942 |
1.3107 |
|
| S4 |
1.2743 |
1.2818 |
1.3073 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4010 |
1.3867 |
1.3261 |
|
| R3 |
1.3690 |
1.3547 |
1.3173 |
|
| R2 |
1.3370 |
1.3370 |
1.3144 |
|
| R1 |
1.3227 |
1.3227 |
1.3114 |
1.3299 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3085 |
| S1 |
1.2907 |
1.2907 |
1.3056 |
1.2979 |
| S2 |
1.2730 |
1.2730 |
1.3026 |
|
| S3 |
1.2410 |
1.2587 |
1.2997 |
|
| S4 |
1.2090 |
1.2267 |
1.2909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3192 |
1.2886 |
0.0306 |
2.3% |
0.0141 |
1.1% |
83% |
False |
False |
89,387 |
| 10 |
1.3192 |
1.2872 |
0.0320 |
2.4% |
0.0121 |
0.9% |
84% |
False |
False |
78,979 |
| 20 |
1.3382 |
1.2872 |
0.0510 |
3.9% |
0.0133 |
1.0% |
53% |
False |
False |
85,170 |
| 40 |
1.3540 |
1.2806 |
0.0734 |
5.6% |
0.0177 |
1.3% |
46% |
False |
False |
108,730 |
| 60 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0201 |
1.5% |
15% |
False |
False |
112,231 |
| 80 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0178 |
1.4% |
15% |
False |
False |
84,373 |
| 100 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0163 |
1.2% |
15% |
False |
False |
67,517 |
| 120 |
1.5009 |
1.2806 |
0.2203 |
16.8% |
0.0153 |
1.2% |
15% |
False |
False |
56,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3691 |
|
2.618 |
1.3489 |
|
1.618 |
1.3365 |
|
1.000 |
1.3288 |
|
0.618 |
1.3241 |
|
HIGH |
1.3164 |
|
0.618 |
1.3117 |
|
0.500 |
1.3102 |
|
0.382 |
1.3087 |
|
LOW |
1.3040 |
|
0.618 |
1.2963 |
|
1.000 |
1.2916 |
|
1.618 |
1.2839 |
|
2.618 |
1.2715 |
|
4.250 |
1.2513 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.3128 |
1.3131 |
| PP |
1.3115 |
1.3121 |
| S1 |
1.3102 |
1.3111 |
|